Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 3 4 5 6
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 1 3 3
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 4 7 14 23
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 1 1 3 11
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 1 14
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 1 1 3 3
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 0 1 2 7 20
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 2 3 15 20
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 3 6 14
Volatility of aggregate volatility and hedge funds returns 0 2 2 29 0 5 12 74
Volatility of aggregate volatility and hedge funds returns 1 1 2 20 4 8 22 84
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 1 1 1 8
Total Working Papers 1 3 4 49 18 36 92 280


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 16 0 1 3 34
Aggregate volatility expectations and threshold CAPM 0 0 0 4 1 4 8 41
Does aggregate uncertainty explain size and value anomalies? 1 1 1 2 1 1 2 5
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 3 0 0 0 11
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 7 0 1 2 47
Volatility of aggregate volatility and hedge fund returns 1 3 9 19 3 10 40 67
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 78 1 1 4 265
Total Journal Articles 2 4 11 129 6 18 59 470


Statistics updated 2019-06-03